本文由计量经济学服务中心编辑整理,转载请注明出处。下面命令按照重要程度以及相关分析方法步骤等依次列出。
Some useful Stata commandshelp : online help on a specific command
findit : online references on a keyword or topic
ssc : access routines from the SSC Archive
pwd : print the working directory
cd : change the working directory
log : log output to an external file
tsset : define the time indicator for timeseries or panel data
compress : economize on space used by variables
clear : clear memory
quietly : do not show the results of a command
update query : see if Stata is up to date
adoupdate : see if user-written commands are up to date
exit : exit the program (,clear if dataset is not saved)
Data manipulation commandsgenerate : create a new variable
describe : describe a data set or current contents of memory
replace : modify an existing variable
rename : rename variable
renvars : rename a set of variables
sort : change the sort order of the dataset
drop : drop certain variables and/or observations
keep : keep only certain variables and/or observations
append : combine datasets by stacking
merge : merge datasets (one-to-one or match merge)
encode : generate numeric variable from categorical variable
recode : recode categorical variable
destring : convert string variables to numeric
foreach : loop over elements of a list, performing a block of code
forvalues : loop over a numlist, performing a block of code
local : define or modify a local macro (scalar variable)
use : load a Stata data set
save : write the contents of memory to a Stata data set
insheet : load a text file in tab- or comma-delimited format
infile : load a text file in space-delimited format or as defined in a
dictionary
outfile : write a text file in space- or comma-delimited format
outsheet : write a text file in tab- or comma-delimited format
contract : make a dataset of frequencies
collapse : make a dataset of summary statistics
tab : abbreviation for tabulate: 1- and 2-way tables
table : tables of summary statistics
Statistical commandssummarize : descriptive statistics
correlate : correlation matrices
ttest : perform 1-, 2-sample and paired t-tests
anova : 1-, 2-, n-way analysis of variance
regress : least squares regression
predict : generate fitted values, residuals, etc.
test : test linear hypotheses on parameters
lincom : linear combinations of parameters
cnsreg : regression with linear constraints
testnl : test nonlinear hypothesis on parameters
margins : marginal effects (elasticities, etc.)
ivregress : instrumental variables regression
prais : regression with AR(1) errors
sureg : seemingly unrelated regressions
reg3 : three-stage least squares
qreg : quantile regression
Limited dependent variable estimation commandslogit, logistic : logit model, logistic regression
probit : binomial probit model
tobit : one- and two-limit Tobit model
cnsreg : Censored normal regression (generalized Tobit)
ologit, oprobit : ordered logit and probit models
mlogit : multinomial logit model
poisson : Poisson regression
heckman : selection model
Time series estimation commandsarima : Box–Jenkins models, regressions with ARMA errors
arfima : Box–Jenkins models with long memory errors
arch : models of autoregressive conditional heteroskedasticity
dfgls : unit root tests
corrgram : correlogram estimation
var : vector autoregressions (basic and structural)
irf : impulse response functions, variance decompositions
vec : vector error–correction models (cointegration)
sspace : state-space models
dfactor : dynamic factor models
ucm : unobserved-components models
rolling: prefix permitting rolling or recursive estimation over subsets
Panel data estimation commandsxtreg,fe : fixed effects estimator
xtreg,re : random effects estimator
xtgls : panel-data models using generalized least squares
xtivreg : instrumental variables panel data estimator
xtlogit : panel-data logit models
xtprobit : panel-data probit models
xtpois : panel-data Poisson regression
xtgee : panel-data models using generalized estimating equations
xtmixed : linear mixed (multi-level) models
xtabond : Arellano-Bond dynamic panel data estimator
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